-16.8%
AMT vs CHYM
-24.0%
+7.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -1.3% |
| 7D | -2.7% | -2.9% | +0.2% | -2.6% |
| 30D | +2.0% | +3.0% | -0.9% | +2.0% |
| 3M | -9.3% | +98.7% | -108.0% | -10.1% |
| 6M | -5.2% | +46.4% | -51.7% | -6.0% |
| YTD | +0.5% | +29.8% | -29.3% | -0.2% |
| 1Y | -7.3% | +40.5% | -47.7% | -8.1% |
| All | -16.8% | -24.0% | +7.2% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CHYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling